Kernel-based Impulse Response Identification with Side-Information on Steady-State Gain

In this paper, we consider the problem of system identification when side-information is available on the steady-state (or DC) gain of the system. We formulate a general nonparametric identification method as an infinite-dimensional constrained convex program over the reproducing kernel Hilbert space (RKHS) of stable impulse responses. The objective function of this optimization problem is the empirical loss regularized with the norm of RKHS, and the constraint is considered for enforcing the integration of the steady-state gain side-information. The proposed formulation addresses both the discrete-time and continuous-time cases. We show that this program has a unique solution obtained by solving an equivalent finite-dimensional convex optimization. This solution has a closed-form when the empirical loss and regularization functions are quadratic and exact side-information is considered. We perform extensive numerical comparisons to verify the efficiency of the proposed identification methodology

Kernel-Based Identification with Frequency Domain Side-Information

In this paper, we discuss the problem of system identification when frequency domain side information is available on the system. Initially, we consider the case where the prior knowledge is provided as being the \Hcal_{\infty}-norm of the system bounded by a given scalar. This framework provides the opportunity of considering various forms of side information such as the dissipativity of the system as well as other forms of frequency domain prior knowledge. We propose a nonparametric identification method for estimating the impulse response of the system under the given side information. The estimation problem is formulated as an optimization in a reproducing kernel Hilbert space (RKHS) endowed with a stable kernel. The corresponding objective function consists of a term for minimizing the fitting error, and a regularization term defined based on the norm of the impulse response in the employed RKHS. To guarantee the desired frequency domain features defined based on the prior knowledge, suitable constraints are imposed on the estimation problem. The resulting optimization has an infinite-dimensional feasible set with an infinite number of constraints. We show that this problem is a well-defined convex program with a unique solution. We propose a heuristic that tightly approximates this unique solution. The proposed approach is equivalent to solving a finite-dimensional convex quadratically constrained quadratic program. The efficiency of the discussed method is verified by several numerical examples

A Robust Multilabel Method Integrating Rule-based Transparent Model, Soft Label Correlation Learning and Label Noise Resistance

Model transparency, label correlation learning and the robust-ness to label noise are crucial for multilabel learning. However, few existing methods study these three characteristics simultaneously. To address this challenge, we propose the robust multilabel Takagi-Sugeno-Kang fuzzy system (R-MLTSK-FS) with three mechanisms. First, we design a soft label learning mechanism to reduce the effect of label noise by explicitly measuring the interactions between labels, which is also the basis of the other two mechanisms. Second, the rule-based TSK FS is used as the base model to efficiently model the inference relationship be-tween features and soft labels in a more transparent way than many existing multilabel models. Third, to further improve the performance of multilabel learning, we build a correlation enhancement learning mechanism based on the soft label space and the fuzzy feature space. Extensive experiments are conducted to demonstrate the superiority of the proposed method.Comment: This paper has been accepted by IEEE Transactions on Fuzzy System